Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders
From MaRDI portal
Publication:3441440
DOI10.4064/sm180-1-1zbMath1117.60050MaRDI QIDQ3441440
Publication date: 30 May 2007
Published in: Studia Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/sm180-1-1
series representation; integral with respect to a symmetric \(\alpha\)-stable Lévy process; Lévy-Itô integral representation; symmetric \(\alpha\)-stable Lévy process
Related Items